NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 16-May-2016

Day Change Summary
	Previous	Current
	13-May-2016	16-May-2016	Change	Change %	Previous Week
Open	2.462	2.420	-0.042	-1.7%	2.442
High	2.472	2.425	-0.047	-1.9%	2.487
Low	2.423	2.367	-0.056	-2.3%	2.414
Close	2.439	2.370	-0.069	-2.8%	2.439
Range	0.049	0.058	0.009	18.4%	0.073
ATR	0.066	0.066	0.000	0.7%	0.000
Volume	23,909	27,242	3,333	13.9%	114,385

Daily Pivots for day following 16-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.561	2.524	2.402
R3	2.503	2.466	2.386
R2	2.445	2.445	2.381
R1	2.408	2.408	2.375	2.398
PP	2.387	2.387	2.387	2.382
S1	2.350	2.350	2.365	2.340
S2	2.329	2.329	2.359
S3	2.271	2.292	2.354
S4	2.213	2.234	2.338

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.666	2.625	2.479
R3	2.593	2.552	2.459
R2	2.520	2.520	2.452
R1	2.479	2.479	2.446	2.463
PP	2.447	2.447	2.447	2.439
S1	2.406	2.406	2.432	2.390
S2	2.374	2.374	2.426
S3	2.301	2.333	2.419
S4	2.228	2.260	2.399

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.487	2.367	0.120	5.1%	0.053	2.2%	3%	False	True	24,758
10	2.522	2.367	0.155	6.5%	0.055	2.3%	2%	False	True	23,281
20	2.583	2.311	0.272	11.5%	0.068	2.9%	22%	False	False	27,597
40	2.583	2.201	0.382	16.1%	0.067	2.8%	44%	False	False	23,653
60	2.583	2.049	0.534	22.5%	0.066	2.8%	60%	False	False	23,087

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.672
2.618	2.577
1.618	2.519
1.000	2.483
0.618	2.461
HIGH	2.425
0.618	2.403
0.500	2.396
0.382	2.389
LOW	2.367
0.618	2.331
1.000	2.309
1.618	2.273
2.618	2.215
4.250	2.121

Fisher Pivots for day following 16-May-2016
Pivot	1 day	3 day
R1	2.396	2.427
PP	2.387	2.408
S1	2.379	2.389

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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